Manual pages | Cast3M

$$$$ NATAF    NOTICE  CHAT      11/09/12    21:17:20     7124           
                                             DATE     11/09/12
                                             
    Procedure NATAF                          Voir aussi : FIABILI FDENS
    -----------------                                     FINVREPA REPART   
     NATAF TAB1 ;

          TAB1 . transformation_directe
               . points_espace_physique
               . points_espace_reference
               . noms_des_variables
               . matcov
               . matrice_de_decorrelation
               . param_va . k . typva
               . param_va . k . A
               . param_va . k . B
               . param_va . k . LAMBDA
               . param_va . k . MU
               . param_va . k . MOYENNE
               . param_va . k . ECART_TYPE



    Description :
    _____________
  The procedure NATAF computes the transformation from the space of
  input variables to the standardized Gaussian space (when the 
  random variables are not independant, it is the so called Nataf 
  transformation) or the inverse transformation from the standardized 
  Gaussian space to the the space of input variables.


   Contents :
   __________

  TAB1 . 'TRANSFORMATION_DIRECTE' : Logical.
  if 'VRAI' we go from the space of input variables to the 
   standardized Gaussian space.
  if 'FAUX' we go from the standardized Gaussian space to the the 
   space of input variables.

  TAB1 . 'POINTS_ESPACE_PHYSIQUE' : listreel of coordinates in the 
   space of input variables
    input if TAB1 . 'TRANSFORMATION_DIRECTE' = 'VRAI'
    output if TAB1 . 'TRANSFORMATION_DIRECTE' = 'FAUX'

  TAB1 . 'POINTS_ESPACE_REFERENCE' : listreel listreel of coordinates in the
   in the standardized Gaussian space
    input if TAB1 . 'TRANSFORMATION_DIRECTE' = 'FAUX'
    output if TAB1 . 'TRANSFORMATION_DIRECTE' = 'VRAI'

  TAB1 . 'NOMS_DES_VARIABLES'  : listmots containing the name of each
    random variables.

  TAB1 . 'MATCOV'  : listreel containing the correlation matrix when the
   random variables are dependant. It's the Nataf transformation which
   is used. 
   For a matrix | a b c |
                | b d e |
                | c e f |
   you have to give  (prog a b d c e f).
   The distributions permitted are :
    UNIFORM, Standard normal, Normal, Lognormal, Shifted exponential.

  TAB1 . MATRICE_DE_DECORRELATION : listreel contaigning the
   triangular matrix obtained by the Cholesky decomposition of the 
   correlation matrix obtained with the approximation formulae.
    for a matrix     | a b c |
                     | d e f |
                     | g h i |
    It is   (prog a b c d e f g h i).

  TAB1 . 'PARAM_VA'  : table ranging from one to random variables number.

  TAB1 . 'PARAM_VA' . k : table containing the parameters needed for the 
   kth random variables.
  TAB1 . 'PARAM_VA' . k . 'TYPVA' : chain of character containing the type
   of the kth variable.
  The types are :
                                 'LOI_UNIFORME'
                                 'LOI_NORMALE_STANDARD' (i.e. centree,reduite)
                                 'LOI_EXPONENTIELLE'
                                 'LOI_LOGNORMALE'
                                 'LOI_NORMALE'

 In the uniform distribution case :
  TAB1 . 'PARAM_VA' . k . 'A'
  TAB1 . 'PARAM_VA' . k . 'B' : are the real between wich range the kth
  random variable. (A= mu 
                     0                          else

 In the case of the lognormal distribution :
  TAB1 . 'PARAM_VA' . k . 'MOYENNE'
  TAB1 . 'PARAM_VA' . k . 'ECART_TYPE'
 are the mean value and the standard deviation of the kth random variable.

 In the case of the normal distribution :
  TAB1 . 'PARAM_VA' . k . 'MOYENNE'
  TAB1 . 'PARAM_VA' . k . 'ECART_TYPE'
 are the mean value and the standard deviation of the kth random variable.